Lotte Chilsung Beverage Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:32.43% (-2.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.5794 | 8.72 | |
| 0.0766 | 118.55 | |
| 0.9964 | 2,400.96 | |
| 3.1840 | 166.91 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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